Pages that link to "Item:Q4541271"
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The following pages link to Goodness of Fit and Related Inference Processes for Quantile Regression (Q4541271):
Displaying 50 items.
- Assessing quantile prediction with censored quantile regression models (Q5283307) (← links)
- Rank score and permutation testing alternatives for regression quantile estimates (Q5290899) (← links)
- NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension (Q5697385) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Bayesian quantile regression for longitudinal count data (Q5887962) (← links)
- Bayesian quantile regression (Q5953887) (← links)
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)
- Comment on: ``Local quantile regression'' (Q5971192) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273) (← links)
- Forecasting with a panel Tobit model (Q6067208) (← links)
- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation (Q6086600) (← links)
- A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution (Q6090290) (← links)
- Semiparametric modeling of multiple quantiles (Q6090581) (← links)
- A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data (Q6091704) (← links)
- Quantile forward regression for high-dimensional survival data (Q6092305) (← links)
- Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388) (← links)
- A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures (Q6158402) (← links)
- Quantile composite-based path modeling: algorithms, properties and applications (Q6161661) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
- Spatial quantile autoregression for season within year daily maximum temperature data (Q6179128) (← links)
- From regression rank scores to robust inference for censored quantile regression (Q6180921) (← links)
- Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs (Q6183696) (← links)
- A data-adaptive dimension reduction for functional data via penalized low-rank approximation (Q6190658) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
- Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data (Q6491685) (← links)
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
- Model checking for parametric single-index quantile models (Q6541603) (← links)
- Testing Granger non-causality in expectiles (Q6544903) (← links)
- Inference for joint quantile and expected shortfall regression (Q6548879) (← links)
- Functional linear quantile regression on a two-dimensional domain (Q6565302) (← links)
- Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)
- Spatiotemporal modeling of hydrological return levels: a quantile regression approach (Q6626044) (← links)
- Dynamic Network Quantile Regression Model (Q6626213) (← links)
- Clustering of bivariate satellite time series: a quantile approach (Q6626508) (← links)
- Bayesian modal regression based on mixture distributions (Q6626675) (← links)
- Pinball boosting of regression quantiles (Q6626688) (← links)
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847) (← links)
